Article ID Journal Published Year Pages File Type
1154551 Statistics & Probability Letters 2008 9 Pages PDF
Abstract

We consider additive models fitting and inference when the response variable is a sample extreme. Non-linear covariate effects are handled using the mixed model representation of penalised splines. A fitting algorithm based on likelihood approximations is derived. The efficacy of the resulting methodology is demonstrated via application to simulated and real data.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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